Mahrad Sharifvaghefi
Personal Details
First Name: | Mahrad |
Middle Name: | |
Last Name: | Sharifvaghefi |
Suffix: | |
RePEc Short-ID: | psh1197 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/view/mahrad | |
Affiliation
Department of Economics
University of Pittsburgh
Pittsburgh, Pennsylvania (United States)http://www.econ.pitt.edu/
RePEc:edi:depghus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2023.
"Variable Selection in High Dimensional Linear Regressions with Parameter Instability,"
Papers
2312.15494, arXiv.org, revised Jul 2024.
- Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2020. "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," Globalization Institute Working Papers 394, Federal Reserve Bank of Dallas, revised 05 Aug 2024.
- Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2023. "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," CESifo Working Paper Series 10223, CESifo.
- Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2020. "Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks," CESifo Working Paper Series 8475, CESifo.
- Marcelo J. Moreira & Mahrad Sharifvaghefi & Geert Ridder, 2017. "Optimal Invariant Tests in an Instrumental Variables Regression With Heteroskedastic and Autocorrelated Errors," Papers 1705.00231, arXiv.org, revised Aug 2021.
Articles
- Yingying Fan & Jinchi Lv & Mahrad Sharifvaghefi & Yoshimasa Uematsu, 2020. "IPAD: Stable Interpretable Forecasting with Knockoffs Inference," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(532), pages 1822-1834, December.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2023.
"Variable Selection in High Dimensional Linear Regressions with Parameter Instability,"
Papers
2312.15494, arXiv.org, revised Jul 2024.
- Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2020. "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," Globalization Institute Working Papers 394, Federal Reserve Bank of Dallas, revised 05 Aug 2024.
- Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2023. "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," CESifo Working Paper Series 10223, CESifo.
Cited by:
- Christopher F Baum & Andrés Garcia-Suaza & Miguel Henry & Jesús Otero, 2024. "Drivers of COVID-19 in U.S. counties: A wave-level analysis," Boston College Working Papers in Economics 1067, Boston College Department of Economics.
- Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2020.
"Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks,"
CESifo Working Paper Series
8475, CESifo.
Cited by:
- Rashad Ahmed & M. Hashem Pesaran, 2020.
"Regional Heterogeneity and U.S. Presidential Elections,"
CESifo Working Paper Series
8615, CESifo.
- Ahmed, R. & Pesaran, M. H., 2020. "Regional Heterogeneity and U.S. Presidential Elections," Cambridge Working Papers in Economics 2092, Faculty of Economics, University of Cambridge.
- Rashad Ahmed & M. Hashem Pesaran, 2020.
"Regional Heterogeneity and U.S. Presidential Elections,"
CESifo Working Paper Series
8615, CESifo.
Articles
- Yingying Fan & Jinchi Lv & Mahrad Sharifvaghefi & Yoshimasa Uematsu, 2020.
"IPAD: Stable Interpretable Forecasting with Knockoffs Inference,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(532), pages 1822-1834, December.
Cited by:
- Challet, Damien & Bongiorno, Christian & Pelletier, Guillaume, 2021.
"Financial factors selection with knockoffs: Fund replication, explanatory and prediction networks,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 580(C).
- Damien Challet & Christian Bongiorno & Guillaume Pelletier, 2021. "Financial factors selection with knockoffs: fund replication, explanatory and prediction networks," Papers 2103.05921, arXiv.org.
- Damien Challet & Christian Bongiorno & Guillaume Pelletier, 2021. "Financial factors selection with knockoffs: fund replication, explanatory and prediction networks," Post-Print hal-03165842, HAL.
- Guo, Xu & Li, Runze & Liu, Jingyuan & Zeng, Mudong, 2023. "Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic," Journal of Econometrics, Elsevier, vol. 235(1), pages 166-179.
- Yoshimasa Uematsu & Takashi Yamagata, 2019. "Estimation of Weak Factor Models," ISER Discussion Paper 1053r, Institute of Social and Economic Research, Osaka University, revised Mar 2020.
- Xie, Zilong & Chen, Yunxiao & von Davier, Matthias & Weng, Haolei, 2023. "Variable selection in latent variable models via knockoffs: an application to international large-scale assessment in education," LSE Research Online Documents on Economics 120812, London School of Economics and Political Science, LSE Library.
- Pan, Yingli, 2022. "Feature screening and FDR control with knockoff features for ultrahigh-dimensional right-censored data," Computational Statistics & Data Analysis, Elsevier, vol. 173(C).
- Liu, Jingyuan & Sun, Ao & Ke, Yuan, 2024. "A generalized knockoff procedure for FDR control in structural change detection," Journal of Econometrics, Elsevier, vol. 239(2).
- Zhang, Yaowu & Zhou, Yeqing & Zhu, Liping, 2024. "A post-screening diagnostic study for ultrahigh dimensional data," Journal of Econometrics, Elsevier, vol. 239(2).
- Guo, Xu & Li, Runze & Liu, Jingyuan & Zeng, Mudong, 2024. "Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic," Journal of Econometrics, Elsevier, vol. 239(2).
- Challet, Damien & Bongiorno, Christian & Pelletier, Guillaume, 2021.
"Financial factors selection with knockoffs: Fund replication, explanatory and prediction networks,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 580(C).
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FOR: Forecasting (3) 2020-09-14 2023-02-20 2024-01-15. Author is listed
- NEP-ETS: Econometric Time Series (2) 2020-09-14 2023-02-20. Author is listed
- NEP-ORE: Operations Research (1) 2020-09-14. Author is listed
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